CME Pit-Traded Soybean Future November 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1458-0 |
1495-0 |
37-0 |
2.5% |
1427-0 |
| High |
1477-0 |
1528-0 |
51-0 |
3.5% |
1436-0 |
| Low |
1453-0 |
1494-4 |
41-4 |
2.9% |
1401-4 |
| Close |
1474-6 |
1526-4 |
51-6 |
3.5% |
1427-6 |
| Range |
24-0 |
33-4 |
9-4 |
39.6% |
34-4 |
| ATR |
25-0 |
27-0 |
2-0 |
8.0% |
0-0 |
| Volume |
113,647 |
111,150 |
-2,497 |
-2.2% |
595,681 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1616-7 |
1605-1 |
1544-7 |
|
| R3 |
1583-3 |
1571-5 |
1535-6 |
|
| R2 |
1549-7 |
1549-7 |
1532-5 |
|
| R1 |
1538-1 |
1538-1 |
1529-5 |
1544-0 |
| PP |
1516-3 |
1516-3 |
1516-3 |
1519-2 |
| S1 |
1504-5 |
1504-5 |
1523-3 |
1510-4 |
| S2 |
1482-7 |
1482-7 |
1520-3 |
|
| S3 |
1449-3 |
1471-1 |
1517-2 |
|
| S4 |
1415-7 |
1437-5 |
1508-1 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1525-2 |
1511-0 |
1446-6 |
|
| R3 |
1490-6 |
1476-4 |
1437-2 |
|
| R2 |
1456-2 |
1456-2 |
1434-1 |
|
| R1 |
1442-0 |
1442-0 |
1430-7 |
1449-1 |
| PP |
1421-6 |
1421-6 |
1421-6 |
1425-2 |
| S1 |
1407-4 |
1407-4 |
1424-5 |
1414-5 |
| S2 |
1387-2 |
1387-2 |
1421-3 |
|
| S3 |
1352-6 |
1373-0 |
1418-2 |
|
| S4 |
1318-2 |
1338-4 |
1408-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1528-0 |
1401-4 |
126-4 |
8.3% |
22-1 |
1.4% |
99% |
True |
False |
116,320 |
| 10 |
1528-0 |
1371-0 |
157-0 |
10.3% |
22-2 |
1.5% |
99% |
True |
False |
114,263 |
| 20 |
1528-0 |
1308-0 |
220-0 |
14.4% |
17-4 |
1.1% |
99% |
True |
False |
99,806 |
| 40 |
1528-0 |
1253-0 |
275-0 |
18.0% |
16-3 |
1.1% |
99% |
True |
False |
79,337 |
| 60 |
1528-0 |
1253-0 |
275-0 |
18.0% |
15-2 |
1.0% |
99% |
True |
False |
68,821 |
| 80 |
1528-0 |
1253-0 |
275-0 |
18.0% |
14-3 |
0.9% |
99% |
True |
False |
60,735 |
| 100 |
1528-0 |
1243-0 |
285-0 |
18.7% |
13-3 |
0.9% |
99% |
True |
False |
53,074 |
| 120 |
1528-0 |
1170-0 |
358-0 |
23.5% |
13-0 |
0.9% |
100% |
True |
False |
46,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1670-3 |
|
2.618 |
1615-6 |
|
1.618 |
1582-2 |
|
1.000 |
1561-4 |
|
0.618 |
1548-6 |
|
HIGH |
1528-0 |
|
0.618 |
1515-2 |
|
0.500 |
1511-2 |
|
0.382 |
1507-2 |
|
LOW |
1494-4 |
|
0.618 |
1473-6 |
|
1.000 |
1461-0 |
|
1.618 |
1440-2 |
|
2.618 |
1406-6 |
|
4.250 |
1352-1 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1521-3 |
1511-1 |
| PP |
1516-3 |
1495-7 |
| S1 |
1511-2 |
1480-4 |
|